Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 168,689
Positions
952 82,899 284 50,801 28,542 5,932 36,498 27,514 6,326 18,931 0 1,358 47,607 15,834
Changes from: February 23, 2021 Total Change is: 1,821
-1,901 2,108 252 -2,724 6,526 758 4,690 -6,216 26 2,369 0 -1 -1,648 -1,632
Percent of Open Interest Represented by Each Category of Trader
0.6 49.1 0.2 30.1 16.9 3.5 21.6 16.3 3.8 11.2 0.0 0.8 28.2 9.4
Number of Traders in Each Category Total Traders: 110
. 10 . 21 15 7 26 22 10 14 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 52,707
Positions
13,221 19,420 57 3,758 7,537 304 23,059 7,253 780 0 643 6 11,522 16,707
Changes from: February 23, 2021 Total Change is: -295
3,847 -1,909 47 -394 341 -166 629 -548 -92 0 1 6 -4,172 2,025
Percent of Open Interest Represented by Each Category of Trader
25.1 36.8 0.1 7.1 14.3 0.6 43.7 13.8 1.5 0.0 1.2 0.0 21.9 31.7
Number of Traders in Each Category Total Traders: 55
7 7 . 5 9 4 17 9 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 169,363
Positions
10,067 51,166 3,059 57,190 51,030 4,365 52,516 25,879 3,105 2,907 6,693 0 36,154 24,066
Changes from: February 23, 2021 Total Change is: -7,358
-1,455 157 1,081 -3,260 3,106 -543 1,854 -9,033 -657 -1,114 226 0 -3,264 -1,695
Percent of Open Interest Represented by Each Category of Trader
5.9 30.2 1.8 33.8 30.1 2.6 31.0 15.3 1.8 1.7 4.0 0.0 21.3 14.2
Number of Traders in Each Category Total Traders: 116
4 12 6 18 20 13 34 21 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 189,270
Positions
23,390 81,975 2,841 78,840 21,129 6,779 35,924 42,452 3,707 15,926 567 0 21,863 29,820
Changes from: February 23, 2021 Total Change is: 6,023
9,666 -10,846 2,274 -2,762 4,211 644 -3,160 3,537 2,124 580 0 0 -3,343 4,079
Percent of Open Interest Represented by Each Category of Trader
12.4 43.3 1.5 41.7 11.2 3.6 19.0 22.4 2.0 8.4 0.3 0.0 11.6 15.8
Number of Traders in Each Category Total Traders: 115
9 6 5 25 16 16 21 32 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 698,229
Positions
31,023 467,221 24,074 402,346 65,297 25,689 73,422 55,194 10,473 35,922 4,941 4,409 90,871 40,931
Changes from: February 23, 2021 Total Change is: 1,313
2,420 -16,470 481 181 7,807 2,050 1,330 1,188 4,718 -5,360 -66 -100 -4,407 1,705
Percent of Open Interest Represented by Each Category of Trader
4.4 66.9 3.4 57.6 9.4 3.7 10.5 7.9 1.5 5.1 0.7 0.6 13.0 5.9
Number of Traders in Each Category Total Traders: 304
12 16 9 121 28 45 48 38 27 33 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,121
Positions
0 9,116 0 10,108 5,436 3,086 1,965 2,812 40 800 0 0 11,122 6,631
Changes from: February 23, 2021 Total Change is: -1,563
0 -202 0 315 -1,260 -67 -1,386 0 40 0 0 0 -465 -74
Percent of Open Interest Represented by Each Category of Trader
0.0 33.6 0.0 37.3 20.0 11.4 7.2 10.4 0.1 2.9 0.0 0.0 41.0 24.4
Number of Traders in Each Category Total Traders: 24
0 . 0 11 6 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 18,484
Positions
429 1,881 24 6,450 6,471 1,328 500 2,734 0 0 588 62 9,691 5,396
Changes from: February 23, 2021 Total Change is: -258
-8 -197 0 -87 -250 30 -500 -551 0 0 15 -15 322 710
Percent of Open Interest Represented by Each Category of Trader
2.3 10.2 0.1 34.9 35.0 7.2 2.7 14.8 0.0 0.0 3.2 0.3 52.4 29.2
Number of Traders in Each Category Total Traders: 20
. . . 7 6 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 149,904
Positions
4,649 54,608 3,209 53,948 43,573 1,971 46,966 23,595 4,135 432 774 0 34,594 18,039
Changes from: February 23, 2021 Total Change is: 4,643
-316 4,854 2,158 812 -785 -136 4,110 -2,448 1,121 -33 0 0 -3,073 -121
Percent of Open Interest Represented by Each Category of Trader
3.1 36.4 2.1 36.0 29.1 1.3 31.3 15.7 2.8 0.3 0.5 0.0 23.1 12.0
Number of Traders in Each Category Total Traders: 88
. 11 6 20 10 9 22 21 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,315
Positions
196 9,776 35 18,390 0 0 7,411 17,352 241 1,955 1,431 0 2,087 1,480
Changes from: February 23, 2021 Total Change is: -704
-375 -21 0 -612 -2,703 0 -547 1,887 239 462 -100 0 129 -6
Percent of Open Interest Represented by Each Category of Trader
0.6 32.2 0.1 60.7 0.0 0.0 24.4 57.2 0.8 6.4 4.7 0.0 6.9 4.9
Number of Traders in Each Category Total Traders: 51
. 5 . 9 0 0 15 8 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 159,755
Positions
2,935 99,826 617 66,548 4,369 1,426 69,444 23,658 8,386 4,156 17,849 161 6,082 3,463
Changes from: February 23, 2021 Total Change is: -5,845
2,203 -1,135 -75 -3,734 501 -474 -4,602 -5,239 653 861 1 0 -677 -77
Percent of Open Interest Represented by Each Category of Trader
1.8 62.5 0.4 41.7 2.7 0.9 43.5 14.8 5.2 2.6 11.2 0.1 3.8 2.2
Number of Traders in Each Category Total Traders: 149
. 11 . 20 5 6 54 30 11 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 40,820
Positions
16,887 190 104 6,950 24,618 0 9,729 9,156 255 3,629 3,716 0 3,266 2,781
Changes from: February 23, 2021 Total Change is: 4,571
7,799 -1,743 -54 -1,116 2,649 -435 -1,232 3,217 -574 196 253 0 -13 1,258
Percent of Open Interest Represented by Each Category of Trader
41.4 0.5 0.3 17.0 60.3 0.0 23.8 22.4 0.6 8.9 9.1 0.0 8.0 6.8
Number of Traders in Each Category Total Traders: 66
. . . 8 8 0 16 14 4 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 48,587
Positions
2,074 18,503 290 12,805 5,066 855 24,429 17,368 1,796 744 1,686 6 5,588 3,017
Changes from: February 23, 2021 Total Change is: 378
-937 -1,041 279 -817 910 493 1,338 -1,585 1,040 -108 45 0 -910 237
Percent of Open Interest Represented by Each Category of Trader
4.3 38.1 0.6 26.4 10.4 1.8 50.3 35.7 3.7 1.5 3.5 0.0 11.5 6.2
Number of Traders in Each Category Total Traders: 90
4 8 . 18 4 4 30 17 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 15,981
Positions
720 187 3,156 4,400 2,651 0 6,156 7,760 57 313 130 0 1,179 2,040
Changes from: February 23, 2021 Total Change is: 2,476
0 -88 3,156 380 -488 0 -1,093 -414 56 61 -295 0 -84 549
Percent of Open Interest Represented by Each Category of Trader
4.5 1.2 19.7 27.5 16.6 0.0 38.5 48.6 0.4 2.0 0.8 0.0 7.4 12.8
Number of Traders in Each Category Total Traders: 35
. . . 7 . 0 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,698
Positions
17,933 8,278 2,094 7,725 1,728 1,472 6,027 9,912 953 0 14,331 0 8,495 5,932
Changes from: February 23, 2021 Total Change is: -1,342
1,095 -4,055 1,370 -3,720 -45 1,138 -813 352 58 0 16 0 -469 -176
Percent of Open Interest Represented by Each Category of Trader
40.1 18.5 4.7 17.3 3.9 3.3 13.5 22.2 2.1 0.0 32.1 0.0 19.0 13.3
Number of Traders in Each Category Total Traders: 97
20 11 5 21 4 9 21 15 6 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 89,395
Positions
35,866 16,555 4,187 15,450 3,455 2,944 12,053 19,823 1,906 0 28,661 0 16,989 11,864
Changes from: February 23, 2021 Total Change is: -2,684
2,189 -8,110 2,739 -7,440 -89 2,276 -1,626 704 116 0 31 0 -938 -351
Percent of Open Interest Represented by Each Category of Trader
40.1 18.5 4.7 17.3 3.9 3.3 13.5 22.2 2.1 0.0 32.1 0.0 19.0 13.3
Number of Traders in Each Category Total Traders: 97
20 11 5 21 4 9 21 15 6 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 25,659
Positions
2,295 16,722 1,554 14,572 0 3,140 1,016 3,666 0 400 0 0 2,682 577
Changes from: February 23, 2021 Total Change is: 925
-195 1,183 209 -106 -713 512 -50 -374 0 0 0 0 555 108
Percent of Open Interest Represented by Each Category of Trader
8.9 65.2 6.1 56.8 0.0 12.2 4.0 14.3 0.0 1.6 0.0 0.0 10.5 2.2
Number of Traders in Each Category Total Traders: 28
4 7 . 13 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 584,840
Positions
86,127 169,092 14,857 236,851 93,835 64,592 66,317 91,712 20,891 20,379 64,887 1,603 73,222 63,370
Changes from: February 23, 2021 Total Change is: 28,191
8,013 2,516 4,260 -15,457 3,368 6,415 7,382 -7,123 2,126 617 5,480 951 13,883 10,198
Percent of Open Interest Represented by Each Category of Trader
14.7 28.9 2.5 40.5 16.0 11.0 11.3 15.7 3.6 3.5 11.1 0.3 12.5 10.8
Number of Traders in Each Category Total Traders: 552
37 36 15 160 84 110 80 97 60 32 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 12,967
Positions
5,425 4,841 0 4,751 4,743 840 549 1,096 0 0 0 0 1,402 1,447
Changes from: February 23, 2021 Total Change is: -197
-775 480 0 0 -710 0 268 -252 0 0 0 0 310 285
Percent of Open Interest Represented by Each Category of Trader
41.8 37.3 0.0 36.6 36.6 6.5 4.2 8.5 0.0 0.0 0.0 0.0 10.8 11.2
Number of Traders in Each Category Total Traders: 21
4 7 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 28,728
Positions
7,616 24,692 0 14,930 309 173 3,590 2,146 24 0 0 0 2,395 1,384
Changes from: February 23, 2021 Total Change is: 2,225
106 1,606 0 1,690 0 0 607 873 2 0 0 0 -180 -256
Percent of Open Interest Represented by Each Category of Trader
26.5 86.0 0.0 52.0 1.1 0.6 12.5 7.5 0.1 0.0 0.0 0.0 8.3 4.8
Number of Traders in Each Category Total Traders: 42
. 9 0 18 . . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,767,213
Positions
440,137 767,786 52,241 1,174,255 469,174 322,958 335,891 474,606 53,414 106,396 324,436 3,516 278,405 299,082
Changes from: February 23, 2021 Total Change is: 114,474
96,566 8,767 4,345 -82,283 16,841 32,073 38,396 -33,594 4,793 7,587 31,901 255 12,742 49,093
Percent of Open Interest Represented by Each Category of Trader
15.9 27.7 1.9 42.4 17.0 11.7 12.1 17.2 1.9 3.8 11.7 0.1 10.1 10.8
Number of Traders in Each Category Total Traders: 551
37 36 14 160 84 110 79 97 57 32 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 51,811
Positions
2,906 47,935 0 42,327 173 142 2,827 2,860 0 0 0 0 3,609 701
Changes from: February 23, 2021 Total Change is: 1,393
0 1,098 0 1,326 0 0 183 246 0 0 0 0 -116 49
Percent of Open Interest Represented by Each Category of Trader
5.6 92.5 0.0 81.7 0.3 0.3 5.5 5.5 0.0 0.0 0.0 0.0 7.0 1.4
Number of Traders in Each Category Total Traders: 39
. 9 0 16 . . 6 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 21,395
Positions
4,558 20,670 0 13,327 107 244 689 0 0 0 0 0 2,577 374
Changes from: February 23, 2021 Total Change is: 2,032
0 1,972 0 2,466 0 0 -246 0 0 0 0 0 -188 60
Percent of Open Interest Represented by Each Category of Trader
21.3 96.6 0.0 62.3 0.5 1.1 3.2 0.0 0.0 0.0 0.0 0.0 12.0 1.7
Number of Traders in Each Category Total Traders: 22
. 8 0 9 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,964
Positions
9,156 11,453 0 6,774 4,647 0 254 849 0 0 0 0 1,780 1,015
Changes from: February 23, 2021 Total Change is: 46
73 -29 0 -77 0 0 254 42 0 0 0 0 -204 33
Percent of Open Interest Represented by Each Category of Trader
51.0 63.8 0.0 37.7 25.9 0.0 1.4 4.7 0.0 0.0 0.0 0.0 9.9 5.7
Number of Traders in Each Category Total Traders: 22
7 5 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 125,938
Positions
91,857 99,464 25,974 0 0 0 7,607 0 0 0 0 0 500 500
Changes from: February 23, 2021 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
72.9 79.0 20.6 0.0 0.0 0.0 6.0 0.0 0.0 0.0 0.0 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 20
8 11 6 0 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 103,281
Positions
13,471 1,387 0 23,502 1,153 0 30,450 61,038 139 0 1,430 0 35,719 38,134
Changes from: February 23, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.0 1.3 0.0 22.8 1.1 0.0 29.5 59.1 0.1 0.0 1.4 0.0 34.6 36.9
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 0 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 49,634
Positions
6,180 16,774 164 28,903 24,738 2,389 2,021 2,364 3 370 276 0 9,604 2,926
Changes from: February 23, 2021 Total Change is: -818
665 -454 -101 -1,885 218 266 -231 -776 0 0 276 0 468 -247
Percent of Open Interest Represented by Each Category of Trader
12.5 33.8 0.3 58.2 49.8 4.8 4.1 4.8 0.0 0.7 0.6 0.0 19.3 5.9
Number of Traders in Each Category Total Traders: 70
5 8 . 30 15 10 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,803
Positions
17,315 5,225 321 9,981 8,328 1,106 9,631 19,519 1,769 1,604 4,199 8 7,067 8,327
Changes from: February 23, 2021 Total Change is: 789
3,384 -1,625 -13 -1,446 1,420 -239 -714 -1,196 569 -164 702 -12 -576 1,182
Percent of Open Interest Represented by Each Category of Trader
35.5 10.7 0.7 20.5 17.1 2.3 19.7 40.0 3.6 3.3 8.6 0.0 14.5 17.1
Number of Traders in Each Category Total Traders: 300
31 23 6 56 49 36 31 78 25 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 244,016
Positions
86,577 26,127 1,603 49,907 41,642 5,532 48,155 97,593 8,844 8,022 20,996 42 35,334 41,637
Changes from: February 23, 2021 Total Change is: 3,946
16,920 -8,125 -63 -7,231 7,101 -1,193 -3,571 -5,981 2,845 -819 3,512 -60 -2,882 5,910
Percent of Open Interest Represented by Each Category of Trader
35.5 10.7 0.7 20.5 17.1 2.3 19.7 40.0 3.6 3.3 8.6 0.0 14.5 17.1
Number of Traders in Each Category Total Traders: 300
31 23 6 56 49 36 31 78 25 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 93,320
Positions
370 18,235 0 543 214 0 14,721 54,995 2,918 1,398 190 445 72,925 16,323
Changes from: February 23, 2021 Total Change is: 36,760
-30 10,949 0 215 214 0 -1,438 21,389 1,422 -1,116 -1,006 80 37,627 3,712
Percent of Open Interest Represented by Each Category of Trader
0.4 19.5 0.0 0.6 0.2 0.0 15.8 58.9 3.1 1.5 0.2 0.5 78.1 17.5
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 6 6 6 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 565,395
Positions
152,494 102,472 6,289 246,819 133,268 49,676 68,932 176,651 5,116 7,613 73,047 51 28,405 18,825
Changes from: February 23, 2021 Total Change is: -7,321
7,823 -2,967 324 -2,954 -2,959 -2,365 -9,480 -2,566 204 781 5,224 -54 -1,600 -2,162
Percent of Open Interest Represented by Each Category of Trader
27.0 18.1 1.1 43.7 23.6 8.8 12.2 31.2 0.9 1.3 12.9 0.0 5.0 3.3
Number of Traders in Each Category Total Traders: 365
29 16 4 109 48 56 58 66 24 21 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 17,431
Positions
5,408 16,386 21 8,208 567 0 2,373 0 32 0 0 0 1,389 425
Changes from: February 23, 2021 Total Change is: -242
70 470 0 232 0 0 -9 -492 0 0 0 0 -535 -220
Percent of Open Interest Represented by Each Category of Trader
31.0 94.0 0.1 47.1 3.3 0.0 13.6 0.0 0.2 0.0 0.0 0.0 8.0 2.4
Number of Traders in Each Category Total Traders: 24
. 9 . 8 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,302
Positions
13,164 9,544 1,112 12,677 1,699 317 14,835 7,669 354 2,259 0 0 7,584 31,607
Changes from: February 23, 2021 Total Change is: -990
-645 -179 -138 -644 164 184 -1,475 1,349 148 870 -1,564 0 710 -954
Percent of Open Interest Represented by Each Category of Trader
25.2 18.2 2.1 24.2 3.2 0.6 28.4 14.7 0.7 4.3 0.0 0.0 14.5 60.4
Number of Traders in Each Category Total Traders: 56
6 8 . 11 4 . 11 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 433,954
Positions
34,464 263,488 12,108 294,204 71,655 55,243 17,706 22,018 1,909 7,350 3,038 0 10,970 4,495
Changes from: February 23, 2021 Total Change is: 1,118
1,611 -8,606 -10 190 1,179 3,541 -4,782 7,784 -603 385 396 0 786 -2,563
Percent of Open Interest Represented by Each Category of Trader
7.9 60.7 2.8 67.8 16.5 12.7 4.1 5.1 0.4 1.7 0.7 0.0 2.5 1.0
Number of Traders in Each Category Total Traders: 191
14 14 8 73 42 43 22 14 7 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,214,100
Positions
106,206 647,613 3,073 823,918 321,071 113,343 83,342 63,114 3,493 39,825 45,079 5,043 35,857 12,271
Changes from: February 23, 2021 Total Change is: -19,883
-5,084 4,955 -51 -9,837 -14,565 2,067 -7,888 -2,266 241 832 -6,762 -61 -102 -3,441
Percent of Open Interest Represented by Each Category of Trader
8.7 53.3 0.3 67.9 26.4 9.3 6.9 5.2 0.3 3.3 3.7 0.4 3.0 1.0
Number of Traders in Each Category Total Traders: 433
33 14 7 187 70 86 57 30 21 31 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 168,435
Positions
23,253 129,478 19,564 24,254 6,047 3,341 86,997 410 9,451 1,061 75 0 514 69
Changes from: February 23, 2021 Total Change is: -5,308
3,956 4,150 -9,358 657 95 145 -618 0 -350 0 0 0 260 10
Percent of Open Interest Represented by Each Category of Trader
13.8 76.9 11.6 14.4 3.6 2.0 51.7 0.2 5.6 0.6 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 80
11 17 16 14 . . 28 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,228,416
Positions
5,310 116,634 4,759 670,563 320,898 201,140 101,970 323,205 18,202 76,792 51,778 0 149,680 191,800
Changes from: February 23, 2021 Total Change is: -20,823
1,434 -8,598 2,300 14,030 48,227 -5,829 15,968 -48,859 -11,281 -12,865 17,523 -1,918 -22,662 -12,388
Percent of Open Interest Represented by Each Category of Trader
0.4 9.5 0.4 54.6 26.1 16.4 8.3 26.3 1.5 6.3 4.2 0.0 12.2 15.6
Number of Traders in Each Category Total Traders: 190
6 15 6 54 40 52 18 38 19 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,145,336
Positions
30,569 113,394 398 650,836 281,768 196,050 55,532 361,812 17,208 60,392 23,137 0 134,351 151,569
Changes from: February 23, 2021 Total Change is: -43,575
-2,501 2,155 -1,236 52,984 32,330 -27,408 -12,677 -15,737 -31,132 -4,996 10,325 -901 -15,708 -11,971
Percent of Open Interest Represented by Each Category of Trader
2.7 9.9 0.0 56.8 24.6 17.1 4.8 31.6 1.5 5.3 2.0 0.0 11.7 13.2
Number of Traders in Each Category Total Traders: 157
. 9 . 61 37 58 7 27 9 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,281,368
Positions
96,621 251,830 29,678 946,155 450,671 320,497 529,575 1,034,914 37,025 167,369 48,380 1,237 153,211 107,136
Changes from: February 23, 2021 Total Change is: -97,636
52,100 -45,644 6,900 -15,675 -25,791 27,295 -80,548 293 -57,857 -7,580 -4,017 -29,730 7,459 30,915
Percent of Open Interest Represented by Each Category of Trader
4.2 11.0 1.3 41.5 19.8 14.0 23.2 45.4 1.6 7.3 2.1 0.1 6.7 4.7
Number of Traders in Each Category Total Traders: 285
11 28 10 96 33 72 44 45 24 17 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,556,876
Positions
109,680 234,408 45,676 1,136,657 1,214,153 822,850 733,917 386,069 127,678 262,694 225,927 3,104 314,620 497,011
Changes from: February 23, 2021 Total Change is: -492,484
-46,003 -54,410 -15,992 -82,259 44,342 -55,221 175,013 -62,978 -254,462 -94,305 27,267 -22,757 -96,498 -98,273
Percent of Open Interest Represented by Each Category of Trader
3.1 6.6 1.3 32.0 34.1 23.1 20.6 10.9 3.6 7.4 6.4 0.1 8.8 14.0
Number of Traders in Each Category Total Traders: 395
21 37 20 76 96 95 60 65 42 18 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,269,560
Positions
113,494 14,793 7,542 365,356 462,931 173,660 441,471 277,185 23,633 39,461 76,520 74 104,869 233,222
Changes from: February 23, 2021 Total Change is: -93,347
23,349 -12,691 -6,991 -23,254 34,948 -5,992 52,411 3,206 -82,119 -17,440 8,281 -2,926 -30,385 -29,063
Percent of Open Interest Represented by Each Category of Trader
8.9 1.2 0.6 28.8 36.5 13.7 34.8 21.8 1.9 3.1 6.0 0.0 8.3 18.4
Number of Traders in Each Category Total Traders: 151
9 5 9 24 61 45 24 17 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,500,914
Positions
96,443 188,529 27,344 1,457,118 957,949 610,260 621,063 1,136,406 93,948 326,578 130,852 1,463 266,697 354,163
Changes from: February 23, 2021 Total Change is: -286,988
35,021 -41,250 -10,437 76,538 79,986 -12,761 -114,567 -40,148 -205,905 13,168 -9,729 -16,075 -51,970 -30,669
Percent of Open Interest Represented by Each Category of Trader
2.8 5.4 0.8 41.6 27.4 17.4 17.7 32.5 2.7 9.3 3.7 0.0 7.6 10.1
Number of Traders in Each Category Total Traders: 315
18 23 8 83 61 73 30 72 31 13 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 985,434
Positions
369,153 230,844 185,988 21,767 6,325 5,839 96,143 247,406 284,368 4,675 0 0 17,501 24,664
Changes from: February 23, 2021 Total Change is: -206,966
-49,629 -50,772 -65,927 -5,132 1,881 -3,258 -11,651 -26,159 -63,848 -2,800 0 0 -4,721 1,117
Percent of Open Interest Represented by Each Category of Trader
37.5 23.4 18.9 2.2 0.6 0.6 9.8 25.1 28.9 0.5 0.0 0.0 1.8 2.5
Number of Traders in Each Category Total Traders: 91
25 17 38 . 4 . 18 19 31 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,453,608
Positions
2,653,184 2,083,164 1,699,429 409,353 839,062 717,026 2,060,089 1,759,903 3,116,378 18,918 161,537 234,168 545,063 842,941
Changes from: February 23, 2021 Total Change is: -121,500
65,032 16,193 42,860 10,369 80,677 12,410 -86,784 -116,628 -183,799 -4,005 -6,486 20,383 2,034 12,890
Percent of Open Interest Represented by Each Category of Trader
23.2 18.2 14.8 3.6 7.3 6.3 18.0 15.4 27.2 0.2 1.4 2.0 4.8 7.4
Number of Traders in Each Category Total Traders: 236
25 49 66 16 11 24 49 54 87 8 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 495,267
Positions
53,030 204,942 128,786 2,179 17,376 7,430 189,138 24,040 107,352 2,187 336 4,769 396 236
Changes from: February 23, 2021 Total Change is: 16,912
15,246 29,069 6,107 -86 3,423 -3,936 5,452 -10,468 -6,033 -50 51 122 90 -1,423
Percent of Open Interest Represented by Each Category of Trader
10.7 41.4 26.0 0.4 3.5 1.5 38.2 4.9 21.7 0.4 0.1 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 101
12 28 22 . 4 . 21 20 32 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 209,765
Positions
29,196 86,662 30,079 2,400 2,406 1,654 81,245 30,244 57,313 6,795 253 984 99 170
Changes from: February 23, 2021 Total Change is: -45,337
-16,962 -27,291 -4,012 -62 -4,481 961 -12,835 -113 -9,891 -2,443 -441 -33 -60 -36
Percent of Open Interest Represented by Each Category of Trader
13.9 41.3 14.3 1.1 1.1 0.8 38.7 14.4 27.3 3.2 0.1 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 87
9 21 12 . . . 28 20 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 169,674
Positions
0 26,644 0 1,765 2,368 0 4,781 60,532 79,275 83,830 752 0 23 103
Changes from: February 23, 2021 Total Change is: 22,163
0 260 0 -1,621 -245 0 -330 14,678 7,303 16,809 209 0 2 -42
Percent of Open Interest Represented by Each Category of Trader
0.0 15.7 0.0 1.0 1.4 0.0 2.8 35.7 46.7 49.4 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 7 0 . 5 0 . 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 8,068
Positions
376 137 42 323 643 0 1,757 5,563 572 2,419 168 114 2,465 829
Changes from: February 23, 2021 Total Change is: -2,504
44 -327 -20 9 92 0 -876 -2,076 -36 -1,231 -91 33 -427 -79
Percent of Open Interest Represented by Each Category of Trader
4.7 1.7 0.5 4.0 8.0 0.0 21.8 69.0 7.1 30.0 2.1 1.4 30.6 10.3
Number of Traders in Each Category Total Traders: 77
. . . . . 0 28 17 8 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,546
Positions
8,996 953 0 7,541 5,831 1,225 9,816 21,001 1,840 3,733 3,417 376 4,019 2,903
Changes from: February 23, 2021 Total Change is: -3,831
-1,660 0 0 638 -3,251 79 -1,368 2,082 -2,278 1,558 713 228 -1,028 -1,404
Percent of Open Interest Represented by Each Category of Trader
24.0 2.5 0.0 20.1 15.5 3.3 26.1 55.9 4.9 9.9 9.1 1.0 10.7 7.7
Number of Traders in Each Category Total Traders: 104
4 . 0 8 9 . 19 28 8 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 386,381
Positions
63,456 24,687 4,873 160,697 61,061 19,324 23,952 156,398 74,678 7,445 3,967 10,809 21,147 30,584
Changes from: February 23, 2021 Total Change is: -6,223
2,115 -523 -2,158 -20,451 -20,820 -1,047 -5,691 -4,181 22,144 -861 394 306 -580 -338
Percent of Open Interest Represented by Each Category of Trader
16.4 6.4 1.3 41.6 15.8 5.0 6.2 40.5 19.3 1.9 1.0 2.8 5.5 7.9
Number of Traders in Each Category Total Traders: 165
10 11 15 15 28 16 22 54 56 5 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 2, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 53,066
Positions
3,147 4,282 34 45,989 1,130 84 816 47,384 0 2,564 81 3 429 68
Changes from: February 23, 2021 Total Change is: 4,495
0 6 -14 4,373 15 54 -14 4,429 0 72 -13 2 22 16
Percent of Open Interest Represented by Each Category of Trader
5.9 8.1 0.1 86.7 2.1 0.2 1.5 89.3 0.0 4.8 0.2 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 4 7 0 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 05, 2021